+142.3%
VALE vs TXG
+24.6%
+117.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.3% | -1.1% |
| 7D | -1.8% | +9.1% | -11.0% | -3.0% |
| 30D | +6.7% | +14.9% | -8.2% | +4.5% |
| 3M | +4.9% | +120.0% | -115.1% | -6.8% |
| 6M | +3.6% | +221.8% | -218.2% | -13.3% |
| YTD | +21.9% | +312.6% | -290.7% | -1.9% |
| 1Y | +61.6% | +398.4% | -336.9% | +25.2% |
| 3Y | +52.1% | +42.1% | +10.0% | +34.0% |
| 5Y | +43.2% | -63.5% | +106.6% | +45.9% |
| All | +142.3% | +24.6% | +117.7% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling